DarioHealth Corp Backtesting

DarioHealth Corp -- USA Stock  

USD 1.56  0.10  6.85%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of DarioHealth Corp and determine expected loss or profit from investing in DarioHealth Corp over given investment horizon. Additionally see DarioHealth Corp Hype Analysis, DarioHealth Corp Correlation, DarioHealth Corp Valuation, DarioHealth Corp Volatility as well as analyze DarioHealth Corp Alpha and Beta and DarioHealth Corp Performance
 Time Horizon     30 Days    Login   to change

DarioHealth Corp 'What if' Analysis

February 20, 2018
No Change 0.00  0.0%
In 30 days
March 22, 2018
If you would invest  0.00  in DarioHealth Corp on February 20, 2018 and sell it all today you would earn a total of 0.00 from holding DarioHealth Corp or generate 0.0% return on investment in DarioHealth Corp over 30 days. DarioHealth Corp is related to or competes with Edwards Lifesciences, EndoChoice Holdings, Digirad, and . DarioHealth Corp., a digital health company, develops and commercializes patented and proprietary technologies providing...

DarioHealth Corp Upside/Downside Indicators


DarioHealth Corp Market Premium Indicators

DarioHealth Corp lagged returns against current returns

 Current and Lagged Values 

DarioHealth Corp regressed lagged prices vs. current prices

 Current vs Lagged Prices 

DarioHealth Corp Backtested Returns

We consider DarioHealth Corp unusually risky. DarioHealth Corp secures Sharpe Ratio (or Efficiency) of 0.0071 which denotes DarioHealth Corp had 0.0071% of return per unit of risk over the last 1 month. Our philosophy towards predicting volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for DarioHealth Corp which you can use to evaluate future volatility of the firm. Please confirm DarioHealth Corp Coefficient Of Variation of 14034.76, Mean Deviation of 2.83 and Downside Deviation of 3.45 to check if risk estimate we provide are consistent with the epected return of 0.0242%. DarioHealth Corp has performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.7297 which denotes to the fact that as returns on market increase, returns on owning DarioHealth Corp are expected to decrease at a much smaller rate. During bear market, DarioHealth Corp is likely to outperform the market.. Although it is extremely important to respect DarioHealth Corp historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards predicting future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By reviewing DarioHealth Corp technical indicators you can presently evaluate if the expected return of 0.0242% will be sustainable into the future. DarioHealth Corp right now shows a risk of 3.4003%. Please confirm DarioHealth Corp Standard Deviation, Maximum Drawdown as well as the relationship between Maximum Drawdown and Expected Short fall to decide if DarioHealth Corp will be following its price patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.18 

Very weak predictability

DarioHealth Corp has very weak predictability. Overlapping area represents the amount of predictability between DarioHealth Corp time series from February 20, 2018 to March 7, 2018 and March 7, 2018 to March 22, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of DarioHealth Corp price movement. The serial correlation of 0.18 indicates that over 18.0% of current DarioHealth Corp price fluctuation can be explain by its past prices.
Correlation Coefficient 0.18
Spearman Rank Test -0.22
Average Price 1.49
Lagged Average Price 1.44

DarioHealth Corp Lagged Returns

 Regressed Prices 

DarioHealth Corp Performance vs DOW

The median price of DarioHealth Corp for the period between Tue, Feb 20, 2018 and Thu, Mar 22, 2018 is 1.47 with a coefficient of variation of 3.67. The daily time series for the period is distributed with a sample standard deviation of 0.05, arithmetic mean of 1.47, and mean deviation of 0.04. The Stock received some media coverage during the period.
 Price Growth (%)  
Glistening Stocks Review DarioHealth Corp03/20/2018